+88.5%
ENB vs VEU
+155.0%
-66.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.8% |
| 7D | -4.7% | -1.4% | -3.2% | -3.5% |
| 30D | -5.9% | -0.4% | -5.5% | -5.7% |
| 3M | -14.2% | +2.5% | -16.8% | -16.5% |
| 6M | -8.6% | +11.1% | -19.7% | -17.7% |
| YTD | +3.9% | +16.5% | -12.6% | -10.8% |
| 1Y | +1.8% | +22.9% | -21.1% | -16.8% |
| 3Y | +68.5% | +73.4% | -4.9% | -1.9% |
| 5Y | +62.4% | +56.1% | +6.3% | +3.9% |
| All | +88.5% | +155.0% | -66.4% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VEU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling